Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460)

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scientific article; zbMATH DE number 6760750
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Quadratic Convex Reformulations for Semicontinuous Quadratic Programming
scientific article; zbMATH DE number 6760750

    Statements

    Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (English)
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    16 August 2017
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    mixed-integer quadratic programming
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    semicontinuous quadratic program
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    perspective cut reformulation
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    quadratic convex reformulation
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    semidefinite program
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    portfolio selection
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    subset selection
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